Institutul de Matematică şi Informatică "Vladimir Andrunachievici"
Universitatea de Stat din MoldovaRO EN
Strong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality
Authors: Vladimir A. Emelichev, Yury V. Nikulin
Keywords: Multiobjective problem, investment, Pareto set, a set of extreme solutions, strong stability, H{\"o}lder's norms
– 0.16 Mb
Keywords: Multiobjective problem, investment, Pareto set, a set of extreme solutions, strong stability, H{\"o}lder's norms
Abstract
A multicriteria investment Boolean problem of minimizing lost profits with parameterized efficiency and different types of risks is formulated. The lower and upper bounds on the radius of the strong stability of efficient portfolios are obtained. Several earlier known results regarding strong stability of Pareto efficient and extreme portfolios are confirmed.Vladimir Emelichev
Belarusian State University
ave. Independence, 4, Minsk 220030
Belarus
E-mail:
Yury Nikulin
University of Turku
Vesilinnantie 5, Turku 20014
Finland
E-mail:
Belarusian State University
ave. Independence, 4, Minsk 220030
Belarus
E-mail:
Yury Nikulin
University of Turku
Vesilinnantie 5, Turku 20014
Finland
E-mail:
Fulltext
– 0.16 Mb
Contents
- The q.Zariski topology on the quasi-primary spectrum of a ring
- Unified Approach to Starlike and Convex Functions Involving Poisson Distribution Series
- Numerical Implementation of Daftardar-Gejji and Jafari Method to the Quadratic Riccati Equation
- On differentially prime subsemimodules
- Strong stability for multiobjective investment problem with perturbed minimax risks of different types and parameterized optimality
- Second order state-dependent sweeping process with unbounded perturbation
- Upper Bounds for the Number of Limit Cycles for a Class of Polynomial Differential Systems Via The Averaging Method
- Methods of construction of Hausdorff extensions
